+40.9%
AMGN vs MP
-49.0%
+90.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | +0.1% |
| 7D | -1.2% | -10.5% | +9.3% | -1.3% |
| 30D | +11.5% | -23.5% | +35.0% | +11.1% |
| 3M | +14.4% | -25.4% | +39.8% | +14.4% |
| 6M | +40.9% | -51.3% | +92.2% | +36.6% |
| All | +40.9% | -49.0% | +90.0% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling